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Michael O'Doherty
Michael O'Doherty
Verified email at missouri.edu - Homepage
Title
Cited by
Cited by
Year
Does It Pay to Bet Against Beta? On the Conditional Performance of the Beta Anomaly
S Cederburg, MS O'Doherty
Journal of Finance 71 (2), 737-774, 2016
355*2016
On the performance of volatility-managed portfolios
S Cederburg, MS O’Doherty, F Wang, XS Yan
Journal of Financial Economics 138 (1), 95-117, 2020
582020
Asset-pricing anomalies at the firm level
S Cederburg, MS O’Doherty
Journal of Econometrics 186 (1), 113-128, 2015
452015
Tax uncertainty and retirement savings diversification
DC Brown, S Cederburg, MS O’Doherty
Journal of Financial Economics 126 (3), 689-712, 2017
322017
On the conditional risk and performance of financially distressed stocks
MS O'Doherty
Management Science 58 (8), 1502-1520, 2012
29*2012
Modeling the cross section of stock returns: A model pooling approach
M O’Doherty, NE Savin, A Tiwari
Journal of Financial and Quantitative Analysis 47 (6), 1331-1360, 2012
172012
Evaluating hedge funds with pooled benchmarks
MS O’Doherty, NE Savin, A Tiwari
Management Science 62 (1), 69-89, 2016
152016
Stocks for the long run? Evidence from a broad sample of developed markets
A Anarkulova, S Cederburg, MS O’Doherty
Journal of Financial Economics 143 (1), 409-433, 2022
82022
Hedge fund replication: A model combination approach
MS O’Doherty, NE Savin, A Tiwari
Review of Finance 21 (4), 1767-1804, 2017
82017
Conditional benchmarks and predictors of mutual fund performance
S Cederburg, MS O'Doherty, NE Savin, A Tiwari
Available at SSRN 2733254, 2018
52018
Revisiting the Relation between Distress Risk and Stock Returns
MS O'Doherty
Available at SSRN 1189805, 2010
42010
Understanding the Risk-Return Relation: The Aggregate Wealth Proxy Actually Matters
S Cederburg, MS O’Doherty
Journal of Business & Economic Statistics 37 (4), 721-735, 2019
32019
On the Economic Significance of Stock Return Predictability
S Cederburg, TL Johnson, MS O'Doherty
Available at SSRN 3372629, 2019
22019
The Long-Horizon Returns of Stocks, Bonds, and Bills: Evidence from a Broad Sample of Developed Markets
A Anarkulova, S Cederburg, MS O'Doherty
Bonds, and Bills: Evidence from a Broad Sample of Developed Markets …, 2021
2021
Job Postings and Aggregate Stock Returns
P Kothari, MS O'Doherty
Available at SSRN 3223141, 2018
2018
Essays in asset pricing: on testing asset-pricing anomalies and modeling stock returns using model pools
MS O'Doherty
University of Iowa, 2011
2011
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Articles 1–16